Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.347709 0.381189 0.417844 0.461202 0.511415 0.568138 0.637634
2025-06-01 0.306168 0.349076 0.398893 0.461770 0.540138 0.636163 0.765277
2025-06-08 0.284823 0.334885 0.395797 0.476917 0.584624 0.726625 0.935219
2025-06-15 0.264315 0.318234 0.386287 0.480921 0.613366 0.799414 1.095632
2025-06-22 0.245429 0.301105 0.373470 0.477736 0.630291 0.856790 1.244927
2025-06-29 0.229919 0.286613 0.362179 0.474484 0.645464 0.912616 1.403953
2025-07-06 0.213088 0.268812 0.344503 0.459687 0.640569 0.934971 1.509145
2025-07-13 0.205450 0.262851 0.342598 0.467484 0.671242 1.020484 1.756334
2025-07-20 0.198306 0.256932 0.340055 0.473693 0.699683 1.106828 2.034104
2025-07-27 0.189550 0.248053 0.332359 0.470811 0.711948 1.165067 2.270255
2025-08-03 0.182959 0.241841 0.328098 0.472867 0.732860 1.243838 2.588675
2025-08-10 0.172809 0.229801 0.314117 0.457510 0.719946 1.250487 2.717783
2025-08-17 0.162459 0.217186 0.298862 0.439413 0.701067 1.243866 2.816675
2025-08-24 0.157194 0.211936 0.294787 0.440105 0.718294 1.320826 3.213393
2025-08-31 0.155242 0.211558 0.298325 0.454299 0.764023 1.475033 3.980349
2025-09-07 0.151288 0.207855 0.296201 0.458064 0.788883 1.584996 4.681981
2025-09-14 0.146333 0.202326 0.290716 0.455111 0.798976 1.659196 5.304884
2025-09-21 0.141720 0.197116 0.285444 0.452086 0.808484 1.734608 6.021554
2025-09-28 0.135479 0.189052 0.274948 0.438289 0.792006 1.731291 6.312473
2025-10-05 0.133323 0.187445 0.275334 0.445563 0.825137 1.886772 7.794260
2025-10-12 0.131031 0.185499 0.275000 0.451354 0.855655 2.045232 9.650530
2025-10-19 0.127503 0.181378 0.270638 0.448667 0.865009 2.136444 11.203168
2025-10-26 0.124894 0.178664 0.268612 0.450584 0.886314 2.278419 13.722216